Tazz-
The .357Sig will headspace on either the case mouth or the shoulder - whichever first stops its forward motion. So there should be no problem roll crimping the [cannelured] bullet and relying on the shoulder for headspace. Just set up the die to avoid setting the shoulder back too far - which you'd want to do anyway.

"""""""""""""

Setback is less a problem with straightwalled cases. Any setback must force the bullet to engage more of the case, which is probably a hair smaller than the bullet. This is not so with necked cartridges.

I like the idea of a sabot for another reason - high velocity without high pressure. With the sabot, the projectile has full 10mm diameter, but weighs only about 60gr. So moderate pressure, acting on the full diameter, makes enough force to really accellerate that light projectile. If you go to max case pressure, so much the faster.